-7.6%
CMG vs UNP
+43.1%
-50.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.0% |
| 7D | -6.5% | -1.7% | -4.7% | -5.8% |
| 30D | +12.1% | -2.1% | +14.2% | +13.1% |
| 3M | +20.6% | +5.4% | +15.1% | +17.1% |
| 6M | +2.1% | +13.4% | -11.3% | -4.3% |
| YTD | -2.6% | +25.0% | -27.6% | -13.3% |
| 1Y | -8.7% | +34.6% | -43.3% | -21.8% |
| All | -7.6% | +43.1% | -50.7% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded UNP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling